PF60_1543PC_RSIMA+OBOS+BBP_T004

Logic

Opening (Entry Signal)

Open a new long position or add to an existing one at the Moving Average (Exponential, Open, 17, 50) when all the following logic conditions are satisfied:

the RSI MA Oscillator (Smoothed, Exponential, Open, 125, 167) crosses the zero line upward; and 

the Oscillator of OBOS* (160, 61) is lower than the zero line. 

Open a new short position or add to an existing one at the Moving Average (Exponential, Open, 17, 50) when all the following logic conditions are satisfied:

the RSI MA Oscillator (Smoothed, Exponential, Open, 125, 167) crosses the zero line downward; and 

the Oscillator of OBOS* (160, 61) is higher than the zero line. 

Closing (Exit Signal)

Close an existing long position at the end of the bar when the following logic condition is satisfied:

the Oscillator of BBP (Smoothed, 16, 21) changes its direction upward. 

Close an existing short position at the end of the bar when the following logic condition is satisfied:

the Oscillator of BBP (Smoothed, 16, 21) changes its direction downward. 

Handling of Additional Entry Signals**

Entry signal in the direction of the present position:

Add to the position no matter if it is at a profit or loss. Do not exceed the maximum allowed number of lots to open. 

Entry signal in the opposite direction:

No modification of the present position is allowed. Cancel any additional orders which are in the opposite direction. 

Trading Size

Always trade a constant number of lots.

Opening of a new position – 1 lot. 

Adding to a position – 1 lot. Do not open more than 20 lots. 

Permanent Protection

The strategy does not provide a permanent loss limitation.

————–
* Use the indicator value from the previous bar for all asterisk-marked indicators!
** The averaging rules apply to the entry signals only. Exit signals close a position. They cannot open, add or reduce one. 


Environment

Market

Symbol

EURUSD

Time frame

1 Minute

Account

Initial account

– 10000,00 USD

Lot size

– 10000

Leverage

– 1/100

Required margin

– 100,00 USD* for each open lot

Charges

Spread

– 2 pips

(2,00 USD*)

Swap number for a long position rollover

– 1 pips

(1,00 USD*)

Swap number for a short position rollover

– -1 pips

(1,00 USD*)

Commission per lot at opening and closing

– 0 pips

(0,00 USD*)

Slippage

– 0 pips

(0,00 USD*)

————–
* This value may vary! 


Strategy Properties

Handling of Additional Entry Signals

Next same direction signal behavior – Adds to the position
Next opposite direction signal behavior – Does nothing 

Trading Size

Maximum number of open lots

– 20

Number of entry lots for a new position

– 1

In case of addition – number of lots to add

– 1

In case of reduction – number of lots to close

– 1

Permanent Protection

Permanent Stop Loss – None


Indicator Slots

The slots show the logic for the long positions only. 

Strategy Properties 

Same direction signal

– Add

Opposite direction signal

– Nothing

Permanent Stop Loss

– None

Opening Point of the Position 

Moving Average 

Enter the market at the MA value 

Smoothing method

– Exponential

Base price

– Open

Period

– 17

Shift

– 50

Use previous bar value

– No

Opening Logic Condition 

RSI MA Oscillator 

The RSI MA Oscillator crosses the zero line upward 

Smoothing method

– Smoothed

Signal line method

– Exponential

Base price

– Open

RSI period

– 125

Signal line period

– 167

Use previous bar value

– No

Opening Logic Condition 

Oscillator of OBOS 

The Oscillator is lower than the zero line 

First OBOS period

– 160

Second OBOS period

– 61

Use previous bar value

– Yes

Closing Point of the Position 

Bar Closing 

Exit the market at the end of the bar 

Base price

– Close

Closing Logic Condition 

Oscillator of BBP 

The Oscillator changes its direction upward 

Smoothing method

– Smoothed

First BBP period

– 16

Second BBP period

– 21

Use previous bar value

– No


Statistic Information

Market

Account

Symbol

EURUSD

Intrabar scanning

Not accomplished

Period

1 Minute

Interpolation method

Pessimistic scenario

Number of bars

50000

Ambiguous bars

0

Date of updating

16/04/09

Tested bars

49706

Time of updating

20:57

Initial account

10000,00 USD

Date of beginning

26/02/09

Account balance

30718,98 USD

Time of beginning

05:15

Minimum account

10000,00 USD

Minimum price

1,2456

Maximum account

31064,99 USD

Maximum price

1,37377

Maximum drawdown

346,00 USD

Average Gap

0 pips

Gross profit

21064,99 USD

Maximum Gap

81 pips

Gross loss

-346,00 USD

Average High-Low

4 pips

Sent orders

1589

Maximum High-Low

237 pips

Executed orders

79

Average Close-Open

2 pips

Traded lots

130

Maximum Close-Open

236 pips

Winning trades

3

Maximum days off

3

Losing trades

1

Maximum data bars

50000

Win/loss ratio

0,75

No data older than

No limits

Time in position

98 %

No data newer than

No limits

Charged spread

150,00 USD

Fill In Data Gaps

Switched off

Charged rollover

746,00 USD

Cut Off Bad Data

Switched off

Charged commission

0,00 USD

 

 

Charged slippage

0,00 USD

 

 

Total charges

896,00 USD

 

 

Balance without charges

31614,98 USD

 

 

Account exchange rate

Not used


Additional Statistics

Parameter

Long + Short

Long

Short

Initial account

10000,00 USD

10000,00 USD

10000,00 USD

Account balance

30718,98 USD

28108,99 USD

12609,99 USD

Net profit

20718,98 USD

18108,99 USD

2609,99 USD

Net profit %

207,19%

181,09%

26,10%

Gross profit

21064,99 USD

18108,99 USD

2955,99 USD

Gross loss

-346,00 USD

0,00 USD

-346,00 USD

Profit factor

60,88

N/A

8,54

Annualized profit

154335,28 USD

134893,52 USD

19441,76 USD

Annualized profit %

1543,35%

1348,94%

194,42%

Minimum account

10000,00 USD

10000,00 USD

10000,00 USD

Minimum account date

26/02/2009

26/02/2009

26/02/2009

Maximum account

31064,99 USD

28108,99 USD

12955,99 USD

Maximum account date

02/04/2009

23/03/2009

02/04/2009

Absolute drawdown

0,00 USD

0,00 USD

0,00 USD

Maximum drawdown

346,00 USD

0,00 USD

346,00 USD

Maximum drawdown %

1,11%

0,00%

2,67%

Maximum drawdown date

06/04/2009

26/02/2009

06/04/2009

Historical bars

50000

50000

50000

Tested bars

49706

49706

49706

Bars with trades

48563

21487

27076

Bars with trades %

97,70%

43,23%

54,47%

Number of trades

4

1

3

Winning trades

3

1

2

Losing trades

1

0

1

Win/loss ratio

3,00

+Infini

2,00

Maximum profit

18108,99 USD

18108,99 USD

2206,99 USD

Average profit

7021,66 USD

18108,99 USD

1478,00 USD

Maximum loss

-346,00 USD

0,00 USD

-346,00 USD

Average loss

-346,00 USD

Non Numérique USD

-346,00 USD

Expected payoff

5179,75 USD

18108,99 USD

870,00 USD

Average holding period returns

45,62%

181,09%

8,45%

Geometric holding period returns

32,39%

181,09%

8,04%

Sharpe Ratio

0,56

Non Numérique

0,73

 


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